| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
5,333.00 |
5,363.75 |
30.75 |
0.6% |
5,348.50 |
| High |
5,371.00 |
5,379.00 |
8.00 |
0.1% |
5,379.00 |
| Low |
5,328.25 |
5,359.25 |
31.00 |
0.6% |
5,320.75 |
| Close |
5,366.00 |
5,367.00 |
1.00 |
0.0% |
5,367.00 |
| Range |
42.75 |
19.75 |
-23.00 |
-53.8% |
58.25 |
| ATR |
47.83 |
45.82 |
-2.01 |
-4.2% |
0.00 |
| Volume |
1,431 |
1,112 |
-319 |
-22.3% |
4,020 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,427.75 |
5,417.00 |
5,377.75 |
|
| R3 |
5,408.00 |
5,397.25 |
5,372.50 |
|
| R2 |
5,388.25 |
5,388.25 |
5,370.50 |
|
| R1 |
5,377.50 |
5,377.50 |
5,368.75 |
5,383.00 |
| PP |
5,368.50 |
5,368.50 |
5,368.50 |
5,371.00 |
| S1 |
5,357.75 |
5,357.75 |
5,365.25 |
5,363.00 |
| S2 |
5,348.75 |
5,348.75 |
5,363.50 |
|
| S3 |
5,329.00 |
5,338.00 |
5,361.50 |
|
| S4 |
5,309.25 |
5,318.25 |
5,356.25 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,530.25 |
5,507.00 |
5,399.00 |
|
| R3 |
5,472.00 |
5,448.75 |
5,383.00 |
|
| R2 |
5,413.75 |
5,413.75 |
5,377.75 |
|
| R1 |
5,390.50 |
5,390.50 |
5,372.25 |
5,402.00 |
| PP |
5,355.50 |
5,355.50 |
5,355.50 |
5,361.50 |
| S1 |
5,332.25 |
5,332.25 |
5,361.75 |
5,344.00 |
| S2 |
5,297.25 |
5,297.25 |
5,356.25 |
|
| S3 |
5,239.00 |
5,274.00 |
5,351.00 |
|
| S4 |
5,180.75 |
5,215.75 |
5,335.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,379.00 |
5,320.75 |
58.25 |
1.1% |
28.50 |
0.5% |
79% |
True |
False |
1,178 |
| 10 |
5,380.00 |
5,224.00 |
156.00 |
2.9% |
41.50 |
0.8% |
92% |
False |
False |
1,724 |
| 20 |
5,380.00 |
5,179.50 |
200.50 |
3.7% |
48.50 |
0.9% |
94% |
False |
False |
1,388 |
| 40 |
5,380.00 |
4,975.50 |
404.50 |
7.5% |
48.25 |
0.9% |
97% |
False |
False |
801 |
| 60 |
5,380.00 |
4,803.25 |
576.75 |
10.7% |
46.75 |
0.9% |
98% |
False |
False |
590 |
| 80 |
5,380.00 |
4,698.75 |
681.25 |
12.7% |
42.75 |
0.8% |
98% |
False |
False |
452 |
| 100 |
5,380.00 |
4,476.75 |
903.25 |
16.8% |
38.50 |
0.7% |
99% |
False |
False |
372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,463.00 |
|
2.618 |
5,430.75 |
|
1.618 |
5,411.00 |
|
1.000 |
5,398.75 |
|
0.618 |
5,391.25 |
|
HIGH |
5,379.00 |
|
0.618 |
5,371.50 |
|
0.500 |
5,369.00 |
|
0.382 |
5,366.75 |
|
LOW |
5,359.25 |
|
0.618 |
5,347.00 |
|
1.000 |
5,339.50 |
|
1.618 |
5,327.25 |
|
2.618 |
5,307.50 |
|
4.250 |
5,275.25 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,369.00 |
5,361.25 |
| PP |
5,368.50 |
5,355.50 |
| S1 |
5,367.75 |
5,350.00 |
|